-68.3%
ZM vs CLX
-37.2%
-31.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -2.7% | -5.9% | +3.1% | -2.1% |
| 30D | -10.0% | -17.0% | +7.0% | -8.2% |
| 3M | +1.6% | -9.6% | +11.2% | +2.7% |
| 6M | +25.0% | -21.5% | +46.5% | +28.6% |
| YTD | +10.6% | -8.8% | +19.4% | +10.9% |
| 1Y | +14.0% | -24.7% | +38.6% | +17.7% |
| 3Y | +32.5% | -35.6% | +68.1% | +38.5% |
| 5Y | -68.3% | -37.6% | -30.7% | -69.6% |
| All | -68.3% | -37.2% | -31.1% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling